The first solid samples analysed by the Chemistry and Mineralogy (CheMin) instrument and Sample Analysis at Mars (SAM) instrument suite on the Mars Science Laboratory (MSL) consisted of < 150 m fines sieved from aeolian bedform material at a site named Rocknest. All four samples of this material analyzed by SAM s evolved gas analysis mass spectrometry (EGA-MS) released H2O, CO2, O2, and SO2 (Fig. 1), as well as H2S and possibly NO. This is the first time evolved SO2 (and evolved H2S) has been detected from thermal analysis of martian materials. The identity of these evolved gases and temperature (T) of evolution can support mineral detection by CheMin and place constraints on trace volatile-bearing phases present below the CheMin detection limit or difficult to characterize with XRD (e.g., X-ray amorphous phases). Constraints on phases responsible for evolved CO2 and O2 are detailed elsewhere [1,2,3]. Here, we focus on potential constraints on phases that evolved SO2, H2S, and H2O during thermal analysis.